Financial Software Collection - fOptions


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AmericanExchangeOption Valuation of Mutiple Assets Options
arithmeticAsianMCPayoff Monte Carlo Valuation of Options
AsianOptions Valuation of Asian Options
AssetOrNothingOption Valuation of Binary Options
BarrierOptions Valuation of Barrier Options
BasicAmericanOptions Valuation of Basic American Options
BAWAmericanApproxOption Valuation of Basic American Options
BinaryBarrierOption Valuation of Binary Options
BinaryOptions Valuation of Binary Options
BinomialTreeOption Binomial Tree Option Model
BinomialTreeOptions Binomial Tree Option Model
BinomialTreePlot Binomial Tree Option Model
Black76Option Valuation of Plain Vanilla Options
BlackScholesOption Valuation of Plain Vanilla Options
BSAmericanApproxOption Valuation of Basic American Options
CashOrNothingOption Valuation of Binary Options
CBND Valuation of Plain Vanilla Options
CND Valuation of Plain Vanilla Options
ComplexChooserOption Valuation of Mutiple Exercises Options
CRRBinomialTreeOption Binomial Tree Option Model
DiscreteBarrierOption Valuation of Barrier Options
DoubleBarrierOption Valuation of Barrier Options
EquityLinkedFXOption Valuation of Currency Translated Options
EuropeanExchangeOption Valuation of Mutiple Assets Options
ExchangeOnExchangeOption Valuation of Mutiple Assets Options
ExecutiveStockOption Valuation of Mutiple Exercises Options
ExtremeSpreadOption Valuation of Lookback Options
FEInDomesticFXOption Valuation of Currency Translated Options
FixedStrikeLookbackOption Valuation of Lookback Options
FloatingStrikeLookbackOption Valuation of Lookback Options
fOptionsTools fOptions Tools
ForwardStartOption Valuation of Mutiple Exercises Options
FXTransOptions Valuation of Currency Translated Options
GapOption Valuation of Binary Options
GBSCharacteristics Valuation of Plain Vanilla Options
GBSGreeks Valuation of Plain Vanilla Options
GBSOption Valuation of Plain Vanilla Options
GBSVolatility Valuation of Plain Vanilla Options
GeometricAverageRateOption Valuation of Asian Options
HestonNandiOption Option Price for the Heston-Nandi Garch Option Model
hngarchFit Heston-Nandi Garch(1,1) Modelling
hngarchSim Heston-Nandi Garch(1,1) Modelling
hngarchStats Heston-Nandi Garch(1,1) Modelling
HNGCharacteristics Option Price for the Heston-Nandi Garch Option Model
HNGGreeks Option Price for the Heston-Nandi Garch Option Model
HNGOption Option Price for the Heston-Nandi Garch Option Model
HolderExtendibleOption Valuation of Mutiple Exercises Options
JRBinomialTreeOption Binomial Tree Option Model
LevyAsianApproxOption Valuation of Asian Options
LookbackOptions Valuation of Lookback Options
LookBarrierOption Valuation of Barrier Options
LowDiscrepancy Low Discrepancy Sequences
MiltersenSchwartzOption Valuation of Plain Vanilla Options
MonteCarloOption Monte Carlo Valuation of Options
MonteCarloOptions Monte Carlo Valuation of Options
MultAssetsOptions Valuation of Mutiple Assets Options
MultExercisesOptions Valuation of Mutiple Exercises Options
NDF Valuation of Plain Vanilla Options
OptionOnOption Valuation of Mutiple Exercises Options
plainVanillaMCPayoff Monte Carlo Valuation of Options
PlainVanillaOptions Valuation of Plain Vanilla Options
print.hngarch Heston-Nandi Garch(1,1) Modelling
print.option Valuation of Plain Vanilla Options
PTFixedStrikeLookbackOption Valuation of Lookback Options
PTFloatingStrikeLookbackOption Valuation of Lookback Options
PTSingleAssetBarrierOption Valuation of Barrier Options
PTTwoAssetBarrierOption Valuation of Barrier Options
QuantoOption Valuation of Currency Translated Options
RatchetOption Valuation of Mutiple Exercises Options
rnorm.halton Low Discrepancy Sequences
rnorm.pseudo Low Discrepancy Sequences
rnorm.sobol Low Discrepancy Sequences
RollGeskeWhaleyOption Valuation of Basic American Options
runif.halton Low Discrepancy Sequences
runif.pseudo Low Discrepancy Sequences
runif.sobol Low Discrepancy Sequences
SimpleChooserOption Valuation of Mutiple Exercises Options
SoftBarrierOption Valuation of Barrier Options
SpreadApproxOption Valuation of Mutiple Assets Options
StandardBarrierOption Valuation of Barrier Options
summary.hngarch Heston-Nandi Garch(1,1) Modelling
summary.option Valuation of Plain Vanilla Options
SuperShareOption Valuation of Binary Options
TakeoverFXOption Valuation of Currency Translated Options
TIANBinomialTreeOption Binomial Tree Option Model
TimeSwitchOption Valuation of Mutiple Exercises Options
TurnWakeAsianApproxOption Valuation of Asian Options
TwoAssetBarrierOption Valuation of Barrier Options
TwoAssetCashOrNothingOption Valuation of Binary Options
TwoAssetCorrelationOption Valuation of Mutiple Assets Options
TwoRiskyAssetsOption Valuation of Mutiple Assets Options
wienerMCPath Monte Carlo Valuation of Options
WriterExtendibleOption Valuation of Mutiple Exercises Options
xmpfOptions fOptions Tools
xmpOptions fOptions Tools